#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Indexes;
using Cephei.QL;
using Cephei.QL.Times;
using Cephei.QL.Termstructures;
using Cephei.QL.Instruments;
namespace Cephei.QL.Termstructures.Yield
{
     // <summary> 
	// ! \todo use input SwapIndex to create the swap
	// </summary>
    [Guid ("AB7B9E7F-F2A5-4d92-9E86-15A5EA836E25"),ComVisible(true)]
	public interface ISwapRateHelper : Cephei.QL.Termstructures.Yield.IRelativeDateRateHelper
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Cephei.QL.Times.IPeriod ForwardStart {get;}
        
		 Double ImpliedQuote {get;}
        
		 ISwapRateHelper SetTermStructure(Cephei.QL.Termstructures.IYieldTermStructure t);
        
		 Double Spread {get;}
        
		 Cephei.QL.Instruments.IVanillaSwap Swap {get;}
    }

    // <summary> 
	// ! \todo use input SwapIndex to create the swap Factory
	// </summary>
   	[ComVisible(true)]
    public interface ISwapRateHelper_Factory // : Collection_Factory<ISwapRateHelper, ICell<ISwapRateHelper>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    ISwapRateHelper Create (Double rate, Cephei.QL.Indexes.ISwapIndex swapIndex, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.IQuote> spread, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IPeriod> fwdStart, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Termstructures.IYieldTermStructure> discountingCurve);
        
	    ISwapRateHelper Create (Double rate, Cephei.QL.Times.IPeriod tenor, Cephei.QL.Times.ICalendar calendar, QL.Times.FrequencyEnum fixedFrequency, QL.Times.BusinessDayConventionEnum fixedConvention, Cephei.QL.Times.IDayCounter fixedDayCount, Cephei.QL.Indexes.IIborIndex iborIndex, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.IQuote> spread, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IPeriod> fwdStart, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Termstructures.IYieldTermStructure> discountingCurve);
        
	    ISwapRateHelper Create (Cephei.QL.IQuote rate, Cephei.QL.Times.IPeriod tenor, Cephei.QL.Times.ICalendar calendar, QL.Times.FrequencyEnum fixedFrequency, QL.Times.BusinessDayConventionEnum fixedConvention, Cephei.QL.Times.IDayCounter fixedDayCount, Cephei.QL.Indexes.IIborIndex iborIndex, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.IQuote> spread, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IPeriod> fwdStart, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Termstructures.IYieldTermStructure> discountingCurve);
        
	    ISwapRateHelper Create (Cephei.QL.IQuote rate, Cephei.QL.Indexes.ISwapIndex swapIndex, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.IQuote> spread, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IPeriod> fwdStart, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Termstructures.IYieldTermStructure> discountingCurve);
    }
}

